-29.6%
RIOT vs ALC
-17.4%
-12.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | +18.4% | -5.3% | +23.7% | +22.7% |
| 30D | +13.8% | -7.1% | +20.8% | +19.0% |
| 3M | -12.7% | +0.8% | -13.5% | -15.1% |
| 6M | +50.1% | -16.0% | +66.1% | +65.8% |
| YTD | +74.2% | -12.7% | +86.9% | +86.0% |
| 1Y | +45.1% | -12.8% | +57.9% | +53.0% |
| 3Y | +101.6% | -15.8% | +117.4% | +103.8% |
| 5Y | -29.6% | -16.7% | -12.9% | -22.7% |
| All | -29.6% | -17.4% | -12.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling